The first is VLC DVD Player. Free (speech and beer), open source, and cross platform. I heard about it from this dude's blog
The second is PowerMenu. It lets you set the transparency and priority from the context menu in the taskbar.
The third is Whoami. Basically it's just a small app that writes your machine's info onto the wallpaper. This is pretty much only useful if you have multiple machines and you forget which one you're on. I heard these two from Scott Hanselman.
(in case you haven't noticed, I have a big list of useful apps)